Maybe there is a URL in a txt file, but it is not a link - a (hyper)link per common understanding you can click etc. to open a web address (see wikipedia <- this is a link, because you can click it in your browser and it leads you to a URL):
"In computing, a hyperlink, or simply a link, is a reference to data that the reader can directly follow either by clicking, tapping, or hovering."

In a txt- file, you simply have a URL in text form which you can't click etc. You need to copy and paste it to a program that interprets URLs and transform them into a link. Those programs are eg. web-browsers or some more comfortable editors.